We prove precise rates of convergence for monotone approximation schemes of fractional
and nonlocal Hamilton–Jacobi–Bellman equations. We consider diffusion-corrected …

We prove existence and uniqueness of classical solutions of the master equation for mean
field game (MFG) systems with fractional and nonlocal diffusions. We cover a large class of …

In this paper, we study the transition densities of pure-jump symmetric Markov processes in
ℝ d, whose jumping kernels are comparable to radially symmetric functions with mixed …

We consider the system of stochastic differential equation $ dX_t= A (X_ {t-})\, dZ_t $, $ X_0=
x $, driven by cylindrical $\alpha $-stable process $ Z_t $ in $\mathbb {R}^ d $. We assume …

Abstract We study Mean Field Games (MFGs) driven by a large class of nonlocal, fractional
and anomalous diffusions in the whole space. These non-Gaussian diffusions are pure jump …

We study the regularity of solutions to the integro-differential equation Af-λ f= g A f-λ f= g
associated with the infinitesimal generator A of a Lévy process. We show that gradient …

We study the stochastic differential equation d X t= A (X t−) d Z t, X 0= x, where Z t=(Z t (1),…,
Z t (d)) T and Z t (1),…, Z t (d) are independent one-dimensional Lévy processes with …

Harnack inequalities and Hölder estimates for fully nonlinear integro-differential equations with
weak scaling conditions - ScienceDirect Skip to main contentSkip to article Elsevier logo …

We consider non-local Schrödinger operators H=-LV in L 2 (R d), d⩾ 1, where the kinetic
terms L are pseudo-differential operators which are perturbations of the fractional Laplacian …

We study the long-time asymptotic behaviour of semigroups generated by non-local
Schrödinger operators of the form H=− L+ V; the free operator L is the generator of a …